scholarly journals New H ∞ observer‐based control for delayed LPV stochastic system

2021 ◽  
Author(s):  
Wen‐Jer Chang ◽  
Cheung‐Chieh Ku ◽  
Guan‐Wen Chen
Keyword(s):  
Stochastic System

Multiple Models Direct Adaptive Decoupling Controller for a Stochastic System

2010 ◽  
Vol 36 (9) ◽  
pp. 1295-1304 ◽  
Author(s):  
Yi-Hui ZHENG ◽  
Xin WANG ◽  
Shao-Yuan LI ◽  
Jian-Guo JIANG
Keyword(s):  
Stochastic System ◽  
Multiple Models

Simplified analysis of a stochastic system

1979 ◽  
Vol 44 (2) ◽  
pp. 328-339
Author(s):  
Vladimír Herles
Keyword(s):  
Statistical Analysis ◽  
Dynamic Behavior ◽  
Stochastic System ◽  
Additive Noise ◽  
Random Parameter ◽  
Systematic Difference ◽  
Order System ◽  
Constant Parameter ◽  
Random Parameters ◽  
Simplified Analysis

Contradictious results published by different authors about the dynamics of systems with random parameters have been examined. Statistical analysis of the simple 1st order system proves that the random parameter can cause a systematic difference in the dynamic behavior that cannot be (in general) described by the usual constant-parameter model with the additive noise at the output.

scholarly journals A Type of Time-Symmetric Stochastic System and Related Games

Symmetry ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 118
Author(s):  
Qingfeng Zhu ◽  
Yufeng Shi ◽  
Jiaqiang Wen ◽  
Hui Zhang
Keyword(s):  
Nash Equilibrium ◽  
Time Delay ◽  
Differential Equations ◽  
Equilibrium Point ◽  
Stochastic Differential Equations ◽  
Stochastic System ◽  
Stochastic Systems ◽  
Necessary Condition ◽  
Nash Equilibrium Point ◽  
Doubly Stochastic

This paper is concerned with a type of time-symmetric stochastic system, namely the so-called forward–backward doubly stochastic differential equations (FBDSDEs), in which the forward equations are delayed doubly stochastic differential equations (SDEs) and the backward equations are anticipated backward doubly SDEs. Under some monotonicity assumptions, the existence and uniqueness of measurable solutions to FBDSDEs are obtained. The future development of many processes depends on both their current state and historical state, and these processes can usually be represented by stochastic differential systems with time delay. Therefore, a class of nonzero sum differential game for doubly stochastic systems with time delay is studied in this paper. A necessary condition for the open-loop Nash equilibrium point of the Pontriagin-type maximum principle are established, and a sufficient condition for the Nash equilibrium point is obtained. Furthermore, the above results are applied to the study of nonzero sum differential games for linear quadratic backward doubly stochastic systems with delay. Based on the solution of FBDSDEs, an explicit expression of Nash equilibrium points for such game problems is established.

Adaptive Synchronization of a Stochastic Fractional-Order System

2015 ◽  
Vol 733 ◽  
pp. 939-942
Author(s):  
Xiao Jun Liu
Keyword(s):  
Numerical Simulations ◽  
Fractional Order ◽  
Stochastic System ◽  
Fractional Order System ◽  
Adaptive Synchronization ◽  
Order System ◽  
Unknown Parameters ◽  
Adaptive Laws

In this paper, adaptive synchronization of a stochastic fractional-order system with unknown parameters is studied. Firstly, the stochastic system is reduced into the equivalent deterministic one with Laguerre approximation. Then, the synchronization for the system is realized by designing appropriate controllers and adaptive laws of the unknown parameters. Numerical simulations are carried out to demonstrate the effectiveness of the controllers and laws.

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